Asymptotic normality for L₁-norm kernel estimator of conditional median under association dependence

DOI10.1016/J.JMVA.2006.07.003MaRDI QIDQ997008zbMATHOpenAlexFDO

Authors Degui Li, Zhengyan Lin

Publication date 19 July 2007

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2006.07.003

zbMATH Keywords

associated processes

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Recommendations

• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence
• The \(L_1\)-norm estimator of conditional median for stationary processes
• Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence
• scientific article; zbMATH DE number 123901
• scientific article; zbMATH DE number 1526007

Cites work

• scientific article; zbMATH DE number 123901 (Why is no real title available?)
• scientific article; zbMATH DE number 3221828 (Why is no real title available?)
• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• scientific article; zbMATH DE number 972618 (Why is no real title available?)
• A kernel estimator of a conditional quantile
• A law of the iterated logarithm for \(L_ 1\)-norm kernel estimator of the conditional median
• Association of Random Variables, with Applications
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence
• Asymptotic normality of the kernel estimate of a probability density function under association
• Local polynomial fitting under association
• Negative association of random variables, with applications
• Non-strong mixing autoregressive processes
• Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
• Nonparametric estimation of the conditional median function for long-range dependent processes
• Nonparametric function estimation involving time series
• Nonparametric quantile estimations for dynamic smooth coefficient models
• On the convergence rate in the central limit theorem for associated processes
• Positively correlated normal variables are associated
• Regression Quantiles
• Some mixing properties of time series models

Cited in

(11)

• A generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality
• scientific article; zbMATH DE number 4172054 (Why is no real title available?)
• Optimal smoothing in nonparametric conditional quantile derivative function estimation
• The \(L_1\)-norm estimator of conditional median for stationary processes
• scientific article; zbMATH DE number 123901 (Why is no real title available?)
• Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence
• Estimation of conditional \(L_1\)-median from dependent observations
• Asymptotic results of a recursive double kernel estimator of the conditional quantile for functional ergodic data
• Nonparametric relative regression for associated random variables
• Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology

This page was built for publication: Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q997008)